+329.7%
USFD vs MDY
+170.4%
+159.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.2% |
| 7D | -3.3% | +1.0% | -4.4% | -4.5% |
| 30D | -5.3% | -3.1% | -2.2% | -2.0% |
| 3M | +18.8% | +1.8% | +16.9% | +15.8% |
| 6M | +14.3% | +10.8% | +3.5% | +0.7% |
| YTD | +36.9% | +14.4% | +22.4% | +15.7% |
| 1Y | +31.7% | +15.2% | +16.5% | +10.1% |
| 3Y | +164.5% | +51.2% | +113.3% | +54.7% |
| 5Y | +212.6% | +47.2% | +165.3% | +89.0% |
| 10Y | +329.7% | +171.1% | +158.6% | +35.6% |
| All | +329.7% | +170.4% | +159.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling